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Authors

Balonishnikov A. M.

Degree
Doctor of Engineering, professor, Natural sciences and Ecology chair of Saint-Petersburg State Engineering Economic University
Location
Saint-Petersburg
Articles

Modelling of main currencies exchange rate dynamics

Exchange rate of dollar to ruble and euro to ruble time series set by Central Bank of Russia were ana¬lyzed. Positive largest Lyapunov exponent proves the existence of determinate chaos and finite time horizon. There is a possibility to make short-term main currencies exchange rate forecast.

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